CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 26-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4870 |
1.4808 |
-0.0062 |
-0.4% |
1.4998 |
| High |
1.5005 |
1.4917 |
-0.0088 |
-0.6% |
1.5105 |
| Low |
1.4790 |
1.4799 |
0.0009 |
0.1% |
1.4790 |
| Close |
1.4814 |
1.4886 |
0.0072 |
0.5% |
1.4886 |
| Range |
0.0215 |
0.0118 |
-0.0097 |
-45.1% |
0.0315 |
| ATR |
0.0180 |
0.0176 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
130,114 |
134,008 |
3,894 |
3.0% |
596,496 |
|
| Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5221 |
1.5172 |
1.4951 |
|
| R3 |
1.5103 |
1.5054 |
1.4918 |
|
| R2 |
1.4985 |
1.4985 |
1.4908 |
|
| R1 |
1.4936 |
1.4936 |
1.4897 |
1.4961 |
| PP |
1.4867 |
1.4867 |
1.4867 |
1.4880 |
| S1 |
1.4818 |
1.4818 |
1.4875 |
1.4843 |
| S2 |
1.4749 |
1.4749 |
1.4864 |
|
| S3 |
1.4631 |
1.4700 |
1.4854 |
|
| S4 |
1.4513 |
1.4582 |
1.4821 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5872 |
1.5694 |
1.5059 |
|
| R3 |
1.5557 |
1.5379 |
1.4973 |
|
| R2 |
1.5242 |
1.5242 |
1.4944 |
|
| R1 |
1.5064 |
1.5064 |
1.4915 |
1.4996 |
| PP |
1.4927 |
1.4927 |
1.4927 |
1.4893 |
| S1 |
1.4749 |
1.4749 |
1.4857 |
1.4681 |
| S2 |
1.4612 |
1.4612 |
1.4828 |
|
| S3 |
1.4297 |
1.4434 |
1.4799 |
|
| S4 |
1.3982 |
1.4119 |
1.4713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5105 |
1.4790 |
0.0315 |
2.1% |
0.0166 |
1.1% |
30% |
False |
False |
119,299 |
| 10 |
1.5375 |
1.4790 |
0.0585 |
3.9% |
0.0186 |
1.2% |
16% |
False |
False |
119,153 |
| 20 |
1.5375 |
1.4772 |
0.0603 |
4.1% |
0.0182 |
1.2% |
19% |
False |
False |
71,908 |
| 40 |
1.6147 |
1.4772 |
0.1375 |
9.2% |
0.0166 |
1.1% |
8% |
False |
False |
36,251 |
| 60 |
1.6434 |
1.4772 |
0.1662 |
11.2% |
0.0159 |
1.1% |
7% |
False |
False |
24,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5419 |
|
2.618 |
1.5226 |
|
1.618 |
1.5108 |
|
1.000 |
1.5035 |
|
0.618 |
1.4990 |
|
HIGH |
1.4917 |
|
0.618 |
1.4872 |
|
0.500 |
1.4858 |
|
0.382 |
1.4844 |
|
LOW |
1.4799 |
|
0.618 |
1.4726 |
|
1.000 |
1.4681 |
|
1.618 |
1.4608 |
|
2.618 |
1.4490 |
|
4.250 |
1.4298 |
|
|
| Fisher Pivots for day following 26-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4877 |
1.4914 |
| PP |
1.4867 |
1.4905 |
| S1 |
1.4858 |
1.4895 |
|